An efficient cyclic coordinate method for optimizing penalty functions

Mokhtar S. Bazaraa

Naval Research Logistics Quarterly, 1975, vol. 22, issue 2, 399-404

Abstract: In this study, a simple and efficient cyclic coordinate search procedure is used to optimize penalty functions. Since the contours of the penalty function are very ill‐behaved, an accurate line search is very difficult to achieve. Due to accumulated errors in line search, this makes “simple‐minded” search directions just as good as more sophisticated directions, and actually better since they require a smaller effort per iteration. Of course this is only true if the search procedure is able to “ride” along steep ridges, and meanwhile move an appreciable distance towards the optimal, if at all possible. Computational results on the cyclic coordinate method seems to support this point of view, and shows robustness, reliability, and efficiency of the method.

Date: 1975
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:22:y:1975:i:2:p:399-404

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